fleurytian/awesome-claude-skills
Overview
This skill tracks and analyzes US government shutdown liquidity impacts by monitoring TGA (Treasury General Account), bank reserves, EFFR, and SOFR data from the FRED API. It quantifies "stealth tightening" effects when TGA accumulation mechanically drains reserves and pushes money-market rates above Federal Reserve policy intent. Use it to produce concise status assessments, charts, and historical comparisons of shutdown episodes.
How this skill works
The skill fetches weekly TGA and bank-reserve series and daily EFFR and SOFR series from FRED, computes SOFR premium (SOFR - EFFR), and classifies liquidity into EASING/TIGHTENING/STABLE/MIXED based on calibrated thresholds. It outputs a JSON summary with key time points, a PNG visualization (TGA vs reserves, EFFR vs SOFR, SOFR premium), and a structured conclusion highlighting current status and metric deltas versus baseline and peak.
When to use it
- When you need a concise assessment of liquidity conditions during a US government shutdown
- To determine whether shutdown effects are easing or tightening money markets
- When tracking SOFR premium spikes or "stealth tightening" signals
- To compare a current shutdown episode with historical episodes (e.g., 2013, 2018–19)
- Weekly monitoring on Wednesdays/Thursday mornings after TGA/reserve data release
Best practices
- Lead with the one-line conclusion (EASING/TIGHTENING/STABLE/MIXED)
- Run weekly checks on Wednesday evening or Thursday morning after data updates
- Use a pre-shutdown baseline ~1 week before the shutdown start for comparisons
- Always include the chart when SOFR premium shows significant movement (>15 bps)
- Note other liquidity drivers (QT, month-end spikes) before attributing effects solely to the shutdown
Example use cases
- Quick status check: "Has the U.S. government shutdown ended? What is the liquidity impact?"
- Generate a weekly liquidity stress report showing TGA, reserves, and SOFR premium trends
- Compare the 2025 shutdown episode to 2018–19 to assess reserve-environment differences
- Alert when SOFR premium exceeds 15 bps so risk teams can investigate funding stress
- Produce a graphical briefing for a Monday market-deck after Wednesday data release
FAQ
Ask: "Has the U.S. government shutdown ended? What is the liquidity impact?" to trigger the focused shutdown-liquidity assessment.
How often should I run the analysis?
Weekly, ideally Wednesday evening or Thursday morning after the Federal Reserve posts TGA and reserves data.
Can this skill predict if markets will worsen?
No. The skill describes current and historical liquidity conditions but does not provide forecasts.
2 skills
This skill analyzes US government shutdown liquidity impacts by tracking TGA, reserves, EFFR, and SOFR to assess stealth tightening and market stress.
This skill delivers McKinsey-style problem solving by structuring analysis, generating hypotheses, and guiding end-to-end PPT-ready reports.
